Unwinding of certain temporary exclusions in leverage ratio ...
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In its April 9, 2020 letter, OSFI announced that on a temporary basis, DTIs can exclude central bank reserves and sovereign-issued securities ... Skiptomaincontent Skiptosecondarymenu Unwindingofcertaintemporaryexclusionsinleverageratioexposuremeasures PageContentAccompanyingDocuments NewsReleaseDocumentProperties TypeofPublication:LettertoIndustry Date:August12,2021 To:DepositTakingInstitutions(DTIs)Inits April9,2020 letter,OSFIannouncedthatonatemporarybasis,DTIscanexcludecentralbankreservesandsovereign-issuedsecuritiesthatqualifyasHighQualityLiquidAssets(HQLA)undertheLiquidityAdequacyRequirementsGuidelinefromtheirleverageratioexposuremeasures.OnNovember5,2020,OSFIfurther announcedaneight-monthextensionthatallowedDTIstocontinuetoexcludetheseexposuresfromtheirleverageratiosuntilDecember31,2021.Throughitsongoingmonitoringefforts,OSFIhasconcludedthatthelevelofuncertaintyintheoutlookforeconomicandfinancialconditionshasreducedfromwhentheleverageratioexclusionswerebothoriginallyannouncedandsubsequentlyextended.Thismeansthat,startingJanuary1,2022,DTIswillberequiredtoincludesovereign-issuedsecuritiesqualifyingasHQLAintheirleverageratioexposuremeasures.DTIsshouldcontinuetoexcludecentralbankreservesfromtheirleverageratioexposuremeasuresuntilotherwisenotified. ThischangealignswithOSFI’sassessmentoftheleverageratioexclusionsagainstthefourcriteriaforregulatoryandsupervisoryadjustmentscommunicatedbytheSuperintendentonApril3,2020,specificallythatanyadjustmentswouldneedtoremaincredible,consistent,necessaryandfit-for-purpose.OSFIcontinuestocloselymonitorconditionsandremainspreparedtoadjustitsguidanceandtemporarymeasuresifnecessary. ModifiedDate: 2021-08-12 Secondarymenu RegulationandGuidance ActsandRegulations Guidance TableofGuidelines TableofAdvisories ApprovalsandPrecedents ApplicationandApprovalGuides RegulatoryandLegislativeAdvisories LegislativeRulings CapitalRulings NameRequest RiskAssessmentandIntervention SupervisoryPractices GuidetoIntervention TrustAgreements RegulatoryData FilingCorporateReturns FilingFinancialReturns ViewingFinancialData Anti-moneyLaunderingandCompliance Anti-moneyLaundering Anti-terrorismFinancing Sanctions Messages IndustryNotices WebTools WhoWeRegulate
延伸文章資訊
- 1Leverage Requirements Guideline (2019) - osfi-bsif.gc.ca
OSFI's Leverage Requirements (LR) guideline sets out the framework for the leverage ratio, which ...
- 2Unwinding of certain temporary exclusions in leverage ratio ...
In its April 9, 2020 letter, OSFI announced that on a temporary basis, DTIs can exclude central b...
- 3Changes to Capital, Leverage, and Liquidity Requirements ...
Collectively, OSFI's guidelines related to capital, leverage, liquidity, ... application of a lev...
- 4Leverage Requirements Guideline - osfi-bsif.gc.ca
- 5Leverage Requirements Return (LRR) 2023 - osfi-bsif.gc.ca
Purpose. This return provides the leverage ratio of the reporting institution, as well as details...
